+100.5%
PSA vs NVMI
+3,158.6%
-3,058.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -8.4% | -8.4% | 0.0% | -7.9% |
| 3M | -7.8% | -33.6% | +25.7% | -5.4% |
| 6M | +0.8% | -14.7% | +15.5% | +1.1% |
| YTD | +16.5% | +13.2% | +3.3% | +13.9% |
| 1Y | +4.7% | +29.0% | -24.3% | +1.0% |
| 3Y | +21.1% | +215.0% | -193.9% | +4.1% |
| 5Y | +14.2% | +268.6% | -254.4% | -4.8% |
| All | +100.5% | +3,158.6% | -3,058.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling